Credit Risk

Pricing, Measurement, And Management

by Darrell Duffie e Kenneth J. Singleton
language: english
Publisher: Princeton University Press, January of 2003 ‧
OUT OF STOCK OR NOT AVAILABLE
Sell ​​your book
Offers a treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. This book models credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. It is intended as a resource for researchers and students.

Credit Risk

Pricing, Measurement, And Management

by Darrell Duffie e Kenneth J. Singleton

Property Description
ISBN: 9780691090467
Publisher: Princeton University Press
Release Date: January of 2003
Language: English
Cover: Hardcover
Pages: 416
Format: Book
Collection: Princeton Series In Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9780691090467

BOOKS FROM THE SAME COLLECTION